trade-history-saver

CoinbasePro Exchange Trade History Saver

1) Overview

This application downloads trade data from CoinbasePro Crypto Exchange and store them in a database. Each ticker has an own database table that means trade histories are saved separately per tickers.

A ticker symbol or stock symbol is an abbreviation used to uniquely identify publicly traded shares of a particular stock on a particular stock market. A stock symbol may consist of letters, numbers or a combination of both.

2) Database configuration (PostgreSQL)

1. create a new user: CREATE USER <user> WITH ENCRYPTED PASSWORD '<password>';
2. create a new database: CREATE DATABASE crypto OWNER somoarn ENCODING 'UTF8';

3) Java Build

$ PATH=/usr/java/jdk-12.0.2/bin:$PATH
$ cd signal-trading/trade-history-saver
$ mvn clean package

4) Run the application

The application needs to be configured properly before the first run. The application configuration file sits in the signal-trading/trade-history-saver/src/main/resources directory.

4.1) Configuration parameters, must be set before the first run

name	default value	description
exchange.coinbase.key	n/a	The Key will be randomly generated and provided by CoinbasePro.
exchange.coinbase.secret	n/a	The Secret will be randomly generated and provided by CoinbasePro.
exchange.coinbase.passphrase	n/a	Passphrase will be provided by you to further secure your API access. CoinbasePro stores the salted hash of your passphrase for verification, but cannot recover the passphrase if you forget it.
exchange.coinbase.tickers	ETH-EUR,ETH-USD,BTC-EUR,BTC-USD,XRP-EUR,XRP-USD	Products to download
datasource.driver-class-name	org.postgresql.Driver	JDBC driver class name.
datasource.url	jdbc:postgresql://localhost:5432/crypto	JDBC connection string.
datasource.username	NA	Name for the database login.
datasource.password	NA	Password for the connecting user.
exchange.coinbase.tickers	ETH-EUR,BTC-EUR,XRP-EUR,ETH-USD	Tickers to download.

4.2) Advanced configuration parameters

name	default value	description
exchange.coinbase.allowed-requests-within-period	2	CoinbasePro API endpoint has a custom rate limit by profile ID: 2 requests per second.
exchange.coinbase.period-length	1000	CoinbasePro API endpoint has a custom rate limit by profile ID: 2 requests per second.
exchange.coinbase.scheduler-delay	3000	The individual ticker downloaders are managed by a scheduler. They run parallel based on this configuration.
logging.file.name	not applied	Path to the logfile.

4.3) Run the application

$ PATH=/usr/java/jdk-12.0.2/bin:$PATH
$ cd signal-trading/trade-history-saver
$ mvn org.springframework.boot:spring-boot-maven-plugin:run -Dspring-boot.run.arguments=<profile>

Supported profiles:

• candles
• accounts
• products

5) Appendix

5.1) Export database schema

pg_dump -U <username> crypto > crypto-export.pgsql